Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.569 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 47926.87 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46531.92 Kr¶

PnL: ---------------------------------------> -356.65 Kr¶

DD now: ---------------------------------> -1.446 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-23 12:28:47.585822'

Anic Portfolio¶

Today¶

Return: 0.029 %¶

This Week¶

Return: 0.029 %¶

Total¶

Return: 56.9 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 1.820000 3203.200000 232.200000 7.820000 2971.000006
HEBA B 70 2.540000 2824.500000 188.500000 7.150000 2636.000010
Corem Property Group B 59 1.440000 622.450000 45.450000 7.880000 576.999999
AcadeMedia 12 0.970000 599.040000 42.040000 7.550000 557.000004
Samhällsbyggnadsbo. i Norden B 20 3.260000 393.000000 38.000000 10.700000 355.000000
MedCap 2 2.920000 458.000000 37.000000 8.790000 421.000000
HMS Networks 2 2.800000 704.000000 31.000000 4.610000 673.000000
SAAB B 8 -1.020000 3404.800000 27.800000 0.820000 3377.000000
Resurs Holding 22 0.040000 601.260000 27.260000 4.750000 573.999998
Boozt 12 -0.360000 1680.000000 26.000000 1.570000 1653.999996
OEM International B 7 1.150000 552.300000 24.300000 4.600000 527.999997
Eastnine 4 0.790000 512.800000 21.800000 4.440000 491.000000
Intrum 4 1.870000 546.000000 19.000000 3.610000 527.000000
Fastighetsbolag. Emilshus Pref 21 2.040000 578.550000 16.550000 2.940000 562.000005
Coor Service Management Hold. 8 2.320000 547.600000 15.600000 2.930000 532.000000
Norva24 Group 16 -0.570000 556.800000 13.800000 2.540000 543.000000
FM Mattsson Mora Group B 50 -1.340000 2935.000000 8.000000 0.270000 2927.000000
Karnov Group 9 -0.170000 540.000000 4.000000 0.750000 536.000004
CTEK 13 1.280000 536.770000 2.770000 0.520000 533.999999
Swedbank A 3 -0.260000 565.800000 1.800000 0.320000 564.000000
Securitas B 6 1.360000 571.680000 1.680000 0.290000 570.000000
Samhällsbyggnadsbo. i Norden D 12 2.590000 247.200000 1.200000 0.490000 246.000000
Creaspac SPAC 6 -0.100000 577.200000 0.200000 0.030000 577.000002
Midsona B 63 3.710000 580.860000 -2.140000 -0.370000 582.999984
Handelsbanken A 5 -0.140000 543.250000 -2.750000 -0.500000 546.000000
Essity B 2 -1.910000 566.400000 -7.600000 -1.320000 574.000000
Essity A 4 -1.220000 1136.000000 -13.000000 -1.130000 1149.000000
Nordea Bank Abp 29 -0.240000 3440.560000 -13.440000 -0.390000 3453.999992
Sampo Oyj SDB 7 -0.460000 3825.500000 -24.500000 -0.640000 3850.000000
International Petroleum Corp. 5 2.740000 563.000000 -31.570000 -5.310000 594.565215
Vivesto 1368 -1.670000 547.200000 -65.800000 -10.730000 612.999432
Axfood 13 0.110000 3664.700000 -91.300000 -2.430000 3756.000001
OX2 18 -0.810000 1437.300000 -226.700000 -13.620000 1663.999992
Fasadgruppen Group 35 0.400000 3500.000000 -311.000000 -8.160000 3810.999990
Ovzon 52 3.070000 2969.200000 -392.800000 -11.680000 3361.999992
TOTAL 46531.920000 -356.650000 -1.44565% 46888.564618

Updated:¶

'2023-01-23 12:29:00.034935'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶